I would like to develop a strategy that will place a long position or a short position at a given moment, for example the long order is placed if the price goes 5 ticks in a row above the current price(like a trail, without going down), short order would be placed if the price goes 5 ticks in a row below current price(like a trail, without going up).
Thanks in advance for your assistance.
Best regards,
quantconnect
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